[R-SIG-Finance] correlation matrix

[arnaud gaboury]

On Fri, Oct 20, 2023 at 7:27 PM Joshua Ulrich <josh.m.ulrich using gmail.com> wrote:
>
> On Fri, Oct 20, 2023 at 12:20 PM Eric Zivot <ezivot using uw.edu> wrote:
> >
> > See the package corrplot - you get very nice visual plots of correlations and also printouts of all pairwise correlations. You may need to use coredata() to extract data as a matrix to be passed to the function corrplot().
> >
> Very cool package! No need to use coredata(). This works:
>
> data(edhec, package = "PerformanceAnalytics")
> corrplot::corrplot(cor(edhec))

Well, that's it not so bad, but I honestly prefer the  solution from
package corrplot


>
> > -----Original Message-----
> > From: R-SIG-Finance <r-sig-finance-bounces using r-project.org> On Behalf Of arnaud gaboury
> > Sent: Friday, October 20, 2023 10:10 AM
> > To: r-sig-finance using r-project.org
> > Subject: [R-SIG-Finance] correlation matrix
> >
> > I have a xts object with assets daily closing prices. I would like to print an usual correlation matrix of each asset against others. The
> > PerformanceAnalytics::table.correlation() function let me with a very ugly output.
> > Is there any other function from a package which will print a user friendly correlation matrix?
> >
> > Thank You for help
> >
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